-60.8%
IREN vs FROG
+46.3%
-107.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +35.3% | -15.3% | +0.1% |
| 7D | -9.6% | +7.0% | -16.6% | -14.1% |
| 30D | -44.1% | +2.9% | -47.0% | -45.8% |
| 3M | -42.9% | +21.6% | -64.6% | -49.1% |
| All | -60.8% | +46.3% | -107.1% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling